Felix, after dismissing Bae because he wasn’t Henry, said “it may take time but Peter Pan never fails” when asked by the other Lost One if they’ll ever find the right boy that HE wants. Therefore, semantically, Peter Pan wants Henry. Also, because GOAT made it clear that Henry was more important to the people they work for, we assume GOAT is working for Peter Pan (though I doubt they know that). Here’s the clip of the final scene http://www.youtube.com/watch?v=uRbG42dmGCw
I think the hunt for Henry has been going on for some time because I think PP has the gift of sight but maybe was unable to see exactly when Henry would be born.
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"He was a lot of things to me" "The only conclusion was love"